Introduction to Mathematical Programming

Lecture Notes

LEC #

TOPICS

LECTURE NOTES

1

Formulations

(PDF)

2

Geometry I

(PDF)

3

Geometry II

(PDF)

4

Geometry III

(PDF)

5

Simplex method I

(PDF)

6

Simplex method II

(PDF)

7

Simplex method III

(PDF)

8

Simplex method IV

(PDF)

9

Duality theory I

(PDF)

10

Duality theory II

(PDF)

11

Duality theory III

(PDF)

12

Sensitivity analysis

(PDF)

13

Robust optimization

(PDF)

14

Large scale optimization I

(PDF)

15

Large scale optimization II

(PDF)

16

Network flows I

(PDF)

17

Network flows II

Courtesy of Prof. Andreas Schulz. Used with permission.

(PDF)

18

The Ellipsoid method

(PDF)

19

Problems with exponentially many constraints

(PDF)

20

Interior point methods I

(PDF)

21

Interior point methods II

(PDF)

22

Interior point methods III

(PDF)

23

Semidefinite optimization

(PDF)

24

Discrete optimization I

(PDF)

25

Discrete optimization II

(PDF)

 

Recitations

SES #

TOPICS

FILES

R1

Introduction to mathematical programming

(PDF)

R2

Linear algebra review

(PDF)

R3

Geometry of linear programming

(PDF)

R4

Simplex method

(PDF)

R5

Duality theory

(PDF)

R6

Network flows

(PDF)

R7

Ellipsoid method

(PDF)

R8

Semidefinite programming

(PDF)